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Inference in non-linear panel models with partially missing observations: The case of the equilibrium search model
Christensen, Bent Jesper; Kiefer, Nicholas M. - In: Journal of econometrics 79 (1997) 2, pp. 201-220
Persistent link: https://www.econbiz.de/10006792316
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Some system theoretic aspects of interest rate theory
Björk, Tomas; Christensen, Bent Jesper; Gombani, Andrea - In: Insurance / Mathematics & economics 22 (1998) 1, pp. 17-24
Persistent link: https://www.econbiz.de/10006919616
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ARTICLES - Interest Rate Dynamics and Consistent Forward Rate Curves
Björk, Tomas; Christensen, Bent Jesper - In: Mathematical finance : an international journal of … 9 (1999) 4, pp. 323-348
Persistent link: https://www.econbiz.de/10008218179
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Efficiency Gains in Beta-Pricing Models
Christensen, Bent Jesper - In: Mathematical finance : an international journal of … 4 (1994) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10008223928
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The Effect of Long Memory in Volatility on Stock Market Fluctuations
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: The review of economics and statistics 89 (2007) 4, pp. 684-700
Persistent link: https://www.econbiz.de/10007861555
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Measurement Error in the Prototypal Job-Search Model
Christensen, Bent Jesper; Kiefer, Nicholas M. - In: Journal of labor economics 12 (1994) 4, pp. 618-639
Persistent link: https://www.econbiz.de/10006339388
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Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: Journal of econometrics 133 (2006) 1, pp. 343-372
Persistent link: https://www.econbiz.de/10007288077
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On-the-Job Search and the Wage Distribution
Christensen, Bent Jesper; Lentz, Rasmus; Mortensen, Dale T. - In: Journal of labor economics 23 (2005) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10006230006
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The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
Busch, Thomas; Christensen, Bent Jesper; Nielsen, … - In: Journal of econometrics 160 (2011) 1, pp. 48-58
Persistent link: https://www.econbiz.de/10008770555
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Effekten af pensionsreform på Danske ægtepars udtræden af arbejdsmarkedet
Christensen, Bent Jesper; Gupta, Nabanita Datta - In: Nationaløkonomisk tidsskrift 138 (2000) 2, pp. 222-242
Persistent link: https://www.econbiz.de/10009938186